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Interst rate derivatives in a Duffie and Kan model with stochastic volatility : an Arrow-Debreu pricing approach
Nunes, Jo~ao Pedro Vidal; Clewlow, Les; Hodges, Stewart D. - In: Review of derivatives research 3 (1999) 1, pp. 5-66
Persistent link: https://www.econbiz.de/10001445808
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Fixed odds bookmaking with stochastic betting demands
Hodges, Stewart D.; Lin, Hao; Liu, Lan - In: European financial management : the journal of the … 19 (2013) 2, pp. 399-417
Persistent link: https://www.econbiz.de/10009732072
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A contango-constrained model for storable commodity prices
Ribeiro, Diana R.; Hodges, Stewart D. - In: The journal of futures markets 25 (2005) 11, pp. 1025-1044
Persistent link: https://www.econbiz.de/10003222719
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A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew; Luo, Dan - In: Journal of financial markets 64 (2023), pp. 1-21
Persistent link: https://www.econbiz.de/10014466112